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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2025
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2501.18204 |
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| _version_ | 1866913671084507136 |
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| author | Bettinger, Jérémy Portier, François Saumard, Adrien |
| author_facet | Bettinger, Jérémy Portier, François Saumard, Adrien |
| contents | We introduce the concept of shape-regular regression maps as a framework to derive optimal rates of convergence for various non-parametric local regression estimators. Using Vapnik-Chervonenkis theory, we establish upper and lower bounds on the pointwise and the sup-norm estimation error, even when the localization procedure depends on the full data sample, and under mild conditions on the regression model. Our results demonstrate that the shape regularity of regression maps is not only sufficient but also necessary to achieve an optimal rate of convergence for Lipschitz regression functions. To illustrate the theory, we establish new concentration bounds for many popular local regression methods such as nearest neighbors algorithm, CART-like regression trees and several purely random trees including Mondrian trees. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2501_18204 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A theory of shape regularity for local regression maps Bettinger, Jérémy Portier, François Saumard, Adrien Statistics Theory We introduce the concept of shape-regular regression maps as a framework to derive optimal rates of convergence for various non-parametric local regression estimators. Using Vapnik-Chervonenkis theory, we establish upper and lower bounds on the pointwise and the sup-norm estimation error, even when the localization procedure depends on the full data sample, and under mild conditions on the regression model. Our results demonstrate that the shape regularity of regression maps is not only sufficient but also necessary to achieve an optimal rate of convergence for Lipschitz regression functions. To illustrate the theory, we establish new concentration bounds for many popular local regression methods such as nearest neighbors algorithm, CART-like regression trees and several purely random trees including Mondrian trees. |
| title | A theory of shape regularity for local regression maps |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2501.18204 |